+73.9%
MUB vs VEU
+165.8%
-91.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -1.5% | +1.0% | -2.5% | -1.6% |
| 3M | -1.9% | +5.6% | -7.6% | -2.1% |
| 6M | -1.7% | +13.7% | -15.4% | -2.1% |
| YTD | -0.8% | +17.7% | -18.5% | -1.3% |
| 1Y | +1.5% | +25.8% | -24.3% | +0.7% |
| 3Y | +8.8% | +77.1% | -68.3% | +6.9% |
| 5Y | +2.0% | +57.1% | -55.1% | +0.4% |
| 10Y | +18.0% | +149.8% | -131.8% | +14.6% |
| All | +73.9% | +165.8% | -91.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling